Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 30-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
137.78 |
137.54 |
-0.24 |
-0.2% |
138.16 |
| High |
137.78 |
137.93 |
0.15 |
0.1% |
139.36 |
| Low |
136.88 |
136.38 |
-0.50 |
-0.4% |
136.88 |
| Close |
137.44 |
136.70 |
-0.74 |
-0.5% |
137.44 |
| Range |
0.90 |
1.55 |
0.65 |
72.2% |
2.48 |
| ATR |
1.29 |
1.31 |
0.02 |
1.4% |
0.00 |
| Volume |
649,101 |
720,481 |
71,380 |
11.0% |
3,675,924 |
|
| Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.65 |
140.73 |
137.55 |
|
| R3 |
140.10 |
139.18 |
137.13 |
|
| R2 |
138.55 |
138.55 |
136.98 |
|
| R1 |
137.63 |
137.63 |
136.84 |
137.32 |
| PP |
137.00 |
137.00 |
137.00 |
136.85 |
| S1 |
136.08 |
136.08 |
136.56 |
135.77 |
| S2 |
135.45 |
135.45 |
136.42 |
|
| S3 |
133.90 |
134.53 |
136.27 |
|
| S4 |
132.35 |
132.98 |
135.85 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.33 |
143.87 |
138.80 |
|
| R3 |
142.85 |
141.39 |
138.12 |
|
| R2 |
140.37 |
140.37 |
137.89 |
|
| R1 |
138.91 |
138.91 |
137.67 |
138.40 |
| PP |
137.89 |
137.89 |
137.89 |
137.64 |
| S1 |
136.43 |
136.43 |
137.21 |
135.92 |
| S2 |
135.41 |
135.41 |
136.99 |
|
| S3 |
132.93 |
133.95 |
136.76 |
|
| S4 |
130.45 |
131.47 |
136.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.36 |
136.38 |
2.98 |
2.2% |
1.10 |
0.8% |
11% |
False |
True |
755,872 |
| 10 |
140.73 |
136.38 |
4.35 |
3.2% |
1.29 |
0.9% |
7% |
False |
True |
795,367 |
| 20 |
140.73 |
132.72 |
8.01 |
5.9% |
1.31 |
1.0% |
50% |
False |
False |
792,954 |
| 40 |
142.91 |
132.72 |
10.19 |
7.5% |
1.32 |
1.0% |
39% |
False |
False |
705,325 |
| 60 |
142.91 |
132.72 |
10.19 |
7.5% |
1.31 |
1.0% |
39% |
False |
False |
474,758 |
| 80 |
142.91 |
132.55 |
10.36 |
7.6% |
1.24 |
0.9% |
40% |
False |
False |
356,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.52 |
|
2.618 |
141.99 |
|
1.618 |
140.44 |
|
1.000 |
139.48 |
|
0.618 |
138.89 |
|
HIGH |
137.93 |
|
0.618 |
137.34 |
|
0.500 |
137.16 |
|
0.382 |
136.97 |
|
LOW |
136.38 |
|
0.618 |
135.42 |
|
1.000 |
134.83 |
|
1.618 |
133.87 |
|
2.618 |
132.32 |
|
4.250 |
129.79 |
|
|
| Fisher Pivots for day following 30-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
137.16 |
137.50 |
| PP |
137.00 |
137.23 |
| S1 |
136.85 |
136.97 |
|